+43.7%
XRT vs BURL
+63.9%
-20.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.2% |
| 7D | +0.8% | -2.8% | +3.6% | +1.6% |
| 30D | -4.2% | -28.2% | +24.0% | +5.7% |
| 3M | +5.1% | -17.6% | +22.7% | +11.1% |
| 6M | +2.4% | -11.8% | +14.2% | +5.3% |
| YTD | +3.2% | -8.1% | +11.3% | +4.6% |
| 1Y | +1.5% | -12.0% | +13.5% | +3.5% |
| All | +43.7% | +63.9% | -20.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling